Skip to main content
V-Lab

PowerBank Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

72.56%

decreased by 4.45%

1 Week

81.41%

increased by 4.40%

1 Month

99.15%

increased by 22.14%

Analysis last updated: Friday, August 14, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PowerBank Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 8, 2024 to Aug 14, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 167% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.7569
6.42***
α

ARCH

Response to squared shocks

0.3324
5.54***
β

GARCH

Volatility persistence

0.6849
19.99***
γ

leverage

Additional response to negative shocks

-0.2078
-3.58***

Persistence:

0.913

Half-life:

8 days